Course Syllabus: CPSCI 240 Reasoning About Uncertainty – Fall 2013 Note: Scheduling and room assignments are tentative and reflect available information as of Aug 27, 2013. For the most recent scheduling information, please check Spire. Section Times and Locations Time: Lectures Discussion D01 Discussion D02 Discussion D03 M/W/F 2:30-3:20pm F 1:25-2:15 F 10:10-11:00 12:20-1:10 LGRC A201 LGRC A201 LGRT 173 Location: Hasbrouck 134 Course Staff Instructor Teaching Assistant Name: Prof. Benjamin M. Marlin Yi Lu Office: CS234 Teaching Assistant Kyle Wray Office Hours: TBA Email: cs240staff@cs.umass.edu Course Description: This course is designed to help you develop the mathematical reasoning skills needed to solve problems involving uncertainty. The skills you will learn are crucial for many exciting areas of computer science that inherently involve uncertainty, including artificial intelligence and machine learning, data mining, financial modeling, natural language processing, bioinformatics, web search and information retrieval, algorithm design, cryptography, system design, network analysis, and more. These skills may also help you analyze the uncertainty in your day-to-day life. The course is divided into three parts: sample space and probability; random variables and expectations; and modeling, inference and estimation. Prerequisites: CMPSCI 187 (or ECE 242) and MATH 132. Textbook: Introduction to Probability, 2nd Edition. Dimitri P. Bertsekas and John N. Tsitsiklis. Athena Scientific. 2008. Course Website: The course website will be hosted on UMass's new Moodle course management portal https://moodle.umass.edu/. You log into the portal using your OIT NetID and password. The course website will host lecture notes, assignments, pointers to readings and videos, announcements, and discussion forums. Announcements: Official announcements for the course will go out through the Moodle portal as email and will be automatically logged as news items. Email will be sent to your official UMass email address (@student.umass.edu, @cns.umass.edu, etc...). Grading Plan: The coursework will consist of homework assignments (written and programming), discussion exercises, two midterm exams and a final exam. There is also a participation component (in class participation, iClicker quizzes, asking and answering discussion forum questions, etc.). The grading plan is given below: Participation 5% Discussion Exercises 10% Homework Assignments 27% Midterm Exam 1 15% Midterm Exam 2 15% Final Exam 28% Course Policies: • Homework Submission: Written homework assignments must be submitted to the CS240 drop box in the CS main office before 4:00pm on the day they are due. Programming assignments must be uploaded to Moodle by the specified deadline. Unlimited resubmissions are permitted on Moodle up to the deadline. • Late Homework: In general, late homework will not be accepted. In the case of an extraordinary situation documented by suitable evidence (doctor’s note, etc...), an extension or exemption will be granted. • Homework Collaboration: You are encouraged to discuss solution ideas for assignments and other course material with other students. However, you must write solutions to written problems and code for programming problems individually. Copying is not permitted. Neither is collaboration so close that it looks like copying. If identical homework solutions are detected, all will receive a grade of 0. A good practice is to divide your work into an ideas phase where you collaborate, followed by a writeup or coding phase where you work alone. You must write a list of all your collaborators at the top of each assignment. This list should include anyone with whom you have discussed the assignment. • External Resources: If you make use of any printed or online reference sources while working on an assignment (other than specific course materials such as the textbook or slides), these must be listed as references in your write-up or code. Copying written solutions or code from the web is not permitted and is considered cheating. • Re-grading Policy: If you believe you've found a grading error, submit a detailed written request along with your assignment or exam to the instructor (not an email) explaining where you believe a mistake was made. Note that re-grading may result in your original grade increasing or decreasing as appropriate. • Attendance: Students are expected to attend each class as well as the discussion section they are registered for. • iClicker Use: Part of your participation grade will be based on answering in-class iClicker questions. You must be physically present in class to participate. Having someone else click for you constitutes cheating both by you and the person clicking for you. Approximate Schedule: (Subject to change over the semester) Activity Lecture 1 Lecture 2 Discussion 1 Lecture 3 Lecture 4 Lecture 5 Discussion 2 Lecture 6 Lecture 7 Lecture 8 Discussion 3 Lecture 9 Lecture 10 Lecture 11 Discussion 4 Lecture 12 Lecture 13 Midterm 1 Lecture 14 Date Wed Sept 4 Fri Sept 6 Fri Sept 6 Mon Sept 9 Wed Sept 11 Fri Sept 13 Fri Sept 13 Mon Sept 16 Wed Sept 18 Fri Sept 20 Fri Sept 20 Mon Sept 23 Wed Sept 25 Fri Sept 27 Fri Sept 28 Mon Sept 30 Wed Oct 2 TBA Fri Oct 6 Fri Oct 6 Lecture 15 Lecture 16 Lecture 17 Mon Oct 7 Discussion 5 Fri Oct 12 Wed Oct 9 Fri Oct 11 Mon Oct 14 Lecture 18 Tue Oct 15 Topics Course overview, motivating examples and course logistics Sets, experiments, events, probability laws and models Working with sets Discrete probability laws and properties of probability laws Conditional probability laws Modeling sequential experiments with conditional probability Analyzing the Monte Hall problem Total probability theorem and Bayes rule for events Independence and conditional independence of events Independent trials and the Binomial law Analyzing medical testing results The counting principle and counting permutations Counting k-permutations and combinations Counting partitions and applications of counting Review for Midterm 1 Random variables and probability mass functions Bernoulli and Binomial random variables 7:00-9:00pm. Covers lectures 1 to 11. Geometric and Poisson random variables Discussion section canceled Functions of random variables and expectations Higher moments, variance and expected value rule Properties of expectations, means and variances Analyzing decision making using expected utility Holiday – Columbus Day Multiple random variables: Joint and conditional PMFs Lecture 19 Lecture 20 Discussion 6 Lecture 21 Lecture 22 Lecture 23 Discussion 7 Lecture 24 Lecture 25 Lecture 26 Discussion 8 Lecture 27 Lecture 28 Midterm 2 Lecture 29 Lecture 37 Mon Dec 2 Multiple random variables: Expectations Multiple random variables: Independence Analyzing independence assumptions Continuous random variables The Gaussian distribution Correlation, covariance and causation Analyzing correlations Markov inequality Chebyshev inequality The weak law of large numbers Review for Midterm 2 Information, entropy and probability Compression and coding Covers lectures 12 to 26. Error correcting codes Discussion canceled Holiday - Veterans' Day Maximum likelihood inference Maximum a posteriori inference and priors Analyzing the effect of priors on inference Model selection Model estimation, method of moments and maximum likelihood Naïve Bayes classification and evidence combination Classification with Naive Bayes Estimating naïve Bayes model parameters General Bayesian networks Holiday - Thanksgiving Markov chains: States, transitions and Markov properties Lecture 38 Wed Dec 4 Markov chains: Path probabilities and n-Step distributions Lecture 39 Fri Dec 6 Markov chains: Reducibility, periodicity and steady state Wed Oct 16 Fri Oct 18 Fri Oct 18 Mon Oct 21 Wed Oct 22 Fri Oct 25 Fri Oct 25 Mon Oct 28 Wed Oct 30 Fri Nov 1 Fri Nov 1 Mon Nov 4 Wed Nov 6 TBA Fri Nov 8 Fri Nov 8 Mon Nov 11 Lecture 30 Lecture 31 Discussion 9 Lecture 32 Lecture 33 Lecture 34 Discussion 10 Lecture 35 Lecture 36 Wed Nov 13 Fri Nov 15 Fri Nov 15 Mon Nov 18 Wed Nov 20 Fri Nov 22 Fri Nov 22 Mon Nov 25 Wed Nov 27 Fri Nov 39 Discussion 11 Fri Dec 6 Review for final exam Final Exam Covers lectures 1 to 39 TBA